+15.9%
ABNB vs FOXA
+141.4%
-125.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.2% | -2.0% |
| 7D | -9.5% | -3.7% | -5.8% | -8.1% |
| 30D | -9.4% | +5.4% | -14.7% | -11.4% |
| 3M | +29.9% | -3.7% | +33.6% | +30.0% |
| 6M | +26.6% | +12.6% | +14.0% | +17.3% |
| YTD | +23.5% | -10.0% | +33.5% | +26.7% |
| 1Y | +35.8% | +15.0% | +20.8% | +23.2% |
| 3Y | +15.0% | +115.1% | -100.1% | -23.9% |
| 5Y | +1.5% | +93.0% | -91.5% | -28.8% |
| All | +15.9% | +141.4% | -125.6% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FOXA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling